Publication detail

Numerical Techniques and Available Software, Chapter 8 in Part II

POPELA, P.

English title

Numerical Techniques and Available Software, Chapter 8 in Part II

Type

Chapter in a book

Language

en

Original abstract

Numerical techniques suitable for the solution of stochastic programs are introduced and discussed. The chapter begins with the motivating examples then the general purpose optimization techniques are presented within the context of stochastic programming.

Keywords in English

stochastic programming, decomposition algorithms, optimization modeling software

Released

2002-09-01

Publisher

Kluwer Academic Publishers

Location

Dordrecht/boston/London

ISBN

1-4020-0840-6

Book

J. Dupačová, J. Hurt, J. Štěpán: Stochastic Modeling in Economics and Finance

Pages from–to

206–227

Pages count

22

BIBTEX


@inbook{BUT55155,
  author="Pavel {Popela}",
  title="Numerical Techniques and Available Software, Chapter 8 in Part II",
  booktitle="J. Dupačová, J. Hurt, J. Štěpán: Stochastic Modeling in Economics and Finance",
  year="2002",
  publisher="Kluwer Academic Publishers",
  address="Dordrecht/boston/London",
  series="Applied Optimization",
  edition="1",
  pages="206--227",
  isbn="1-4020-0840-6"
}